+280.9%
TPR vs BAM
+86.2%
+194.7%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -2.0% | -1.5% |
| 7D | +14.2% | +9.7% | +4.5% | +9.1% |
| 30D | +17.1% | +19.0% | -1.9% | +7.7% |
| 3M | -17.7% | +0.6% | -18.3% | -18.6% |
| 6M | -10.2% | +11.1% | -21.3% | -15.7% |
| YTD | +4.9% | +4.2% | +0.7% | +1.0% |
| 1Y | +36.1% | +3.3% | +32.8% | +31.2% |
| 3Y | +416.5% | +88.8% | +327.7% | +298.8% |
| All | +280.9% | +86.2% | +194.7% | +191.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BAM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling